2017
Том 69
№ 6

All Issues

On'a multiple stochastic integral

Sytaya G. N.

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Abstract

A multiple stochastic integral on Brownian movement is defined, and the formula of its transformation, analogues to K. Ito's formula for a single integral, is proved.

Citation Example: Sytaya G. N. On'a multiple stochastic integral // Ukr. Mat. Zh. - 1964. - 16, № 3. - pp. 351-364.

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